Rollback additions / removals to DBSets of the DbContext using a transaction in Entity Framework

A general pattern for me in a project using Entity Framework 6 is to

1. Create new entities for addition
2. Add the entities to the relevant DBSet of the DbContext
3. Set the properties of these objects
4. Call DbContext.SaveChanges()

Here is some pseudo-code for what I mean:

    // Psuedo code to illustrate process. 
    void AddProcess()
    {

        var modelsToAdd = GetModelsToAdd();

        try
        {
            _context.Models.AddRange(modelsToAdd);

            _context.SaveChanges();

            // If we get here all is good.
        }
        catch (Exception ex)
        {
            _context.RemoveRange(modelsToAdd);
            throw;
        }
        finally
        {
            //....
        }
    }

I am aware the SaveChanges() method internally creates its own Transaction, so that if there is an exception during the save this will be rolled back. However, what I want is for the added entities in (2) to be removed from the DbSet if an error occurs during SaveChanges(). Basically, as if the 'Add' process had never taken place.

As you can see, at the moment I am caching a list of the models involved, and then removing them if an exception happens.

What I would like to know is there a better way to do this with Transactions automatically doing the work for me? So, can the internal Transaction rollback of SaveChanges() also rollback any additions to the DbSet's? Or can other Transactions be used?

What is the best / preferred way to achieve what I am looking for? I'm fairly new to EF, so this might be something obvious.